Okay, I am neither a nurse nor a mom, but I do work at Babies R Us and am trained in the Baby Gear section, including car seats, strollers, travel yards, gates, etc.
I second going to the car seat safety checks! At my work, and we have them probably once every two months. You can always go down to your local police station, they almost always have a certified car seat technician or they can refer you to one if they don't. The problem people have with most car seats is not that the car seat itself is not made well, but it is not installed right, or the child is not secured properly. You can buy the safest car seat in the world and it would mean nothing if the car seat was not installed properly. Now with infant car seats, it is great because you install the base, and the car seat just snaps in. This is convienent because you can buy more bases for how ever many cars you plan on taking the baby in, mom's, dad's, grandma's, whoever. The more the car seat is unstalled and reinstalled, the more room for error. With convertable car seats, they do not come with a base so you either have to buy two, or the cheaper way is to just learn how to install it correctly by going to a car seat safety check. I think they are easier to install than the infant seats, but that's just me!
The price on the car seat means NOTHING a lot of times! Sometimes, it is the price of the fabric. If you go to a Babies R Us store, and look at the Eddie Bauer carseats, they are actually Cosco car seats, which are not very great, pretty cheap car seats. I hate that people are let to think they are automatically safer because they are more expensive, but really they are no better than the Cosco car seats (that is what they are!) and you are paying almost double for the fabric on the car seat! Other times it is things like cup holders and features that aren't as important as the safety of the car seat.
Travel systems can be really convienent because when your baby is sleeping in the car, and you want to put him or her in the stroller, you can just hook the car seat into the stroller with out waking the baby up. A travel system includes a stroller that you insert the car seat into, a car seat, and a base. Additional bases can be purchased seperately. It is very convienent and I would recommend it!
I think my favorite car seat out there is the Britax Companion. This car seat is constantly getting very high ratings. In 2005, it was the highest rated infant car seat on Consumer Report. Now I do not have a subscription to CR, but I got this information at work. It has a anti-rebound bar which prevents this car seat from moving and being smashed, ESP foam around the headrest which is shock absorbing, and excellent side impact protection. It is also so comfy! The ESP foam is so comfortable, but I have heard that it can be a little sweaty in the summer time, especially if you live in a hot area. But I think the other features DEFINITELY outweigh this minor issue, and besides, that is what the air conditioner is for
This car seat is pretty pricey, but this, in my opinion, is one of the times where you really ARE paying for the quality of the car seat and NOT the fabric. I always recommend this one to people who can afford it (I usually ask people how much they are planning to spend on a car seat before I start helping them find a car seat that suits them), because it is always rated so high in it's safety and it is a really easy to use car seat. If you can afford it, it's an awesome car seat!
Now for people who are on a tighter budget, I would recommend the Graco SnugRide. This car seat is also rated very high on safety, and it is easy to use. It is very affordable, and if you want to go the travel system route then it comes with the travel system. It also comes in MANY different fabrics, not really that important but it's a plus!
This is one of the most important (if not THE most important!) purchase you will make for your baby! I agree with all the others who said look on consumer report, or if you want go to a store that has baby products and talk to someone who works in either the baby department or in Babies R Us, the car seat department. That way they can tell you what would be perfect for you with your budget and car in mind. If you have a tiny car, that is also a big issue. I have had many pregnant people on the way to the car dealership to trade in their little sports car for a mini-van, but stop at BRU on the way just to make sure they HAVE to trade it in and the car seat won't fit for sure. And also, people at Babies R Us are legally not allowed to install your car seat for you, unfortunately, since they are not Certified Car Seat Technicians. They do have car seat checks which have these tech's at them, and I REALLY REALLY recommend going to either one of those, or going to http://www.seatcheck.org/
1 in 5 car seats are not installed properly, so please do not let yours be one of them!
Good luck and if you have any more questions feel free to PM
me I know this can be very overwhelming and it sometimes seems hard to find a place to start! Start with the basics, like a crib, car seat/travel system or car seat/stroller, pack and play or travel yard, swing, clothing, moniter, etc. If you go to Babies R Us (sorry I keep bringing BRU up, it's the only infant retail store I know!) and register, they will give you a check list of all the things you will need. Some are more important than others, like gates or potty seats, because these won't be used right away. Again good luck